Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint

Title
Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint
Authors
Keywords
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Journal
THEORY OF PROBABILITY AND ITS APPLICATIONS
Volume 53, Issue 3, Pages 443-466
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2009-08-27
DOI
10.1137/s0040585x97983754

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